First Trust Dorsey Wright International Focus 5 ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.32% (+2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0789 | 15.83 | |
| 0.1787 | 21.51 | |
| 0.7398 | 99.02 | |
| 0.4718 | 15.16 |
Estimation Period:
Jul 23, 2014 to Feb 6, 2026
Jul 23, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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